Add fixed-direction switch for perp/option open side.

When enabled, lock perp long→buy Put or short→buy Call with ITM/ATM only; off keeps ATM/ask rules. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-29 19:18:12 +08:00
parent 55109e82d3
commit 0ee1d8be5d
16 changed files with 427 additions and 46 deletions
@@ -234,6 +234,8 @@ export type PlanState = {
  min_option_leverage: number;
  atm_open_offset_enabled?: boolean;
  max_atm_open_offset?: number;
+  fixed_direction_enabled?: boolean;
+  fixed_perp_side?: "long" | "short";
  can_open: boolean;
  open_capacity?: {
    leverage?: number;
@@ -299,6 +301,29 @@ export type PlanState = {
  live_ready_reason?: string;
 };

+export type StrategySettings = {
+  fee_rate: number;
+  exit_mode: "fixed_usdt" | "premium_multiple";
+  net_profit_target: number;
+  premium_exit_multiple: number;
+  rest_seconds: number;
+  live_order_interval_sec?: number;
+  skip_weekends?: boolean;
+  initial_equity?: number;
+  leverage?: number;
+  min_option_hours?: number;
+  min_option_leverage?: number;
+  atm_open_offset_enabled?: boolean;
+  max_atm_open_offset?: number;
+  fixed_direction_enabled?: boolean;
+  fixed_perp_side?: "long" | "short";
+  close_bid_mark_max_pct?: number;
+  perp_qty_eth?: number;
+  option_qty_eth?: number;
+  show_manual_trade_buttons?: boolean;
+  exchange?: string;
+};
+
 export type RuntimeSettings = {
  mode: "SIM" | "LIVE";
  exchange: string;
@@ -130,9 +130,13 @@ export default function PlanPage() {

  const bias = snap?.ask_compare?.bias;
  const biasTag =
-    bias === "strike_below_spot" || bias === "call_ask_gt_put" ? (
+    bias === "strike_below_spot" ||
+    bias === "call_ask_gt_put" ||
+    bias === "fixed_short_call" ? (
      <span className="tag up">买 Call + 永续空</span>
-    ) : bias === "strike_above_spot" || bias === "put_ask_gt_call" ? (
+    ) : bias === "strike_above_spot" ||
+      bias === "put_ask_gt_call" ||
+      bias === "fixed_long_put" ? (
      <span className="tag down">买 Put + 永续多</span>
    ) : (
      <span className="tag">等待 / 相等</span>
@@ -149,9 +153,13 @@ export default function PlanPage() {
      ? `权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}`
      : `固定 ${fmt(plan?.net_profit_target ?? 15)} U`;
  const phaseLabel = PHASE_ZH[plan?.phase || ""] || plan?.phase || "—";
-  const atmRule = plan?.atm_open_offset_enabled
-    ? `ATM偏差≤${fmt(plan?.max_atm_open_offset ?? 3, 0)}`
-    : "ATM偏差关";
+  const atmRule = plan?.fixed_direction_enabled
+    ? plan?.fixed_perp_side === "short"
+      ? "固定：永续空+买Call(实/平)"
+      : "固定：永续多+买Put(实/平)"
+    : plan?.atm_open_offset_enabled
+      ? `ATM偏差≤${fmt(plan?.max_atm_open_offset ?? 3, 0)}`
+      : "ATM偏差关";
  const exitDetail =
    exitMode === "premium_multiple"
      ? `净盈利≥初始权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}`
@@ -337,9 +345,13 @@ export default function PlanPage() {
                <span className="mono">
                  剩余≥{fmt(plan?.min_option_hours, 0)}h · 期权杠杆≥
                  {fmt(plan?.min_option_leverage, 0)}x
-                  {plan?.atm_open_offset_enabled
-                    ? ` · ATM偏差≤${fmt(plan?.max_atm_open_offset ?? 3, 0)}`
-                    : " · ATM偏差关"}
+                  {plan?.fixed_direction_enabled
+                    ? plan?.fixed_perp_side === "short"
+                      ? " · 固定空+Call(实/平)"
+                      : " · 固定多+Put(实/平)"
+                    : plan?.atm_open_offset_enabled
+                      ? ` · ATM偏差≤${fmt(plan?.max_atm_open_offset ?? 3, 0)}`
+                      : " · ATM偏差关"}
                </span>
              </div>
              <div className="kv">
@@ -74,6 +74,8 @@ export default function SettingsPage() {
  const [minOptLev, setMinOptLev] = useState(100);
  const [atmOffOn, setAtmOffOn] = useState(false);
  const [maxAtmOff, setMaxAtmOff] = useState(3);
+  const [fixedDirOn, setFixedDirOn] = useState(false);
+  const [fixedPerpSide, setFixedPerpSide] = useState<"long" | "short">("long");
  const [closeDevPct, setCloseDevPct] = useState(30);
  const [perpQty, setPerpQty] = useState(1);
  const [optQty, setOptQty] = useState(2);
@@ -158,6 +160,8 @@ export default function SettingsPage() {
        setMinOptLev(s.min_option_leverage ?? 100);
        setAtmOffOn(s.atm_open_offset_enabled === true);
        setMaxAtmOff(s.max_atm_open_offset ?? 3);
+        setFixedDirOn(s.fixed_direction_enabled === true);
+        setFixedPerpSide(s.fixed_perp_side === "short" ? "short" : "long");
        setCloseDevPct(s.close_bid_mark_max_pct ?? 30);
        setPerpQty(s.perp_qty_eth ?? 1);
        setOptQty(s.option_qty_eth ?? 2);
@@ -302,6 +306,8 @@ export default function SettingsPage() {
        min_option_leverage: minOptLev,
        atm_open_offset_enabled: atmOffOn,
        max_atm_open_offset: maxAtmOff,
+        fixed_direction_enabled: fixedDirOn,
+        fixed_perp_side: fixedPerpSide,
        close_bid_mark_max_pct: closeDevPct,
        perp_qty_eth: perpQty,
        option_qty_eth: optQty,
@@ -610,11 +616,41 @@ export default function SettingsPage() {
                      onChange={(e) => setMinOptLev(Number(e.target.value))}
                    />
                  </div>
+                  <div className="field">
+                    <label htmlFor="fixedDirOn">固定方向</label>
+                    <select
+                      id="fixedDirOn"
+                      className="mono"
+                      value={fixedDirOn ? "1" : "0"}
+                      onChange={(e) => setFixedDirOn(e.target.value === "1")}
+                    >
+                      <option value="0">关闭（默认，按现有规则）</option>
+                      <option value="1">开启</option>
+                    </select>
+                  </div>
+                  <div className="field">
+                    <label htmlFor="fixedPerp">固定永续方向</label>
+                    <select
+                      id="fixedPerp"
+                      className="mono"
+                      disabled={!fixedDirOn}
+                      value={fixedPerpSide}
+                      onChange={(e) =>
+                        setFixedPerpSide(
+                          e.target.value === "short" ? "short" : "long",
+                        )
+                      }
+                    >
+                      <option value="long">永续多 · 买 Put（实值/平值）</option>
+                      <option value="short">永续空 · 买 Call（实值/平值）</option>
+                    </select>
+                  </div>
                  <div className="field">
                    <label htmlFor="atmoffOn">开仓 ATM 偏差限制</label>
                    <select
                      id="atmoffOn"
                      className="mono"
+                      disabled={fixedDirOn}
                      value={atmOffOn ? "1" : "0"}
                      onChange={(e) => setAtmOffOn(e.target.value === "1")}
                    >
@@ -630,7 +666,7 @@ export default function SettingsPage() {
                      type="number"
                      step="0.5"
                      min="0"
-                      disabled={!atmOffOn}
+                      disabled={!atmOffOn || fixedDirOn}
                      value={maxAtmOff}
                      onChange={(e) => setMaxAtmOff(Number(e.target.value))}
                    />
@@ -803,11 +839,15 @@ export default function SettingsPage() {
                {stratSub === "select" ? (
                  <>
                    <li>
-                      开仓 ATM 偏差限制：关闭时不限制 |ATM −
+                      固定方向：默认关。开启后固定永续多→买 Put，或永续空→买
+                      Call；期权只选实值或平值，不买虚值。关闭时仍按 ATM/卖一比价规则。
+                    </li>
+                    <li>
+                      开仓 ATM 偏差限制：固定方向开启时不适用。关闭时不限制 |ATM −
                      现价|；开启后超过下方点数则不开仓。
                    </li>
                    <li>
-                      开仓 ATM 最大偏差：仅开关开启时生效。币安行权价较粗时可能长时间无开仓机会。
+                      开仓 ATM 最大偏差：仅开关开启且未开固定方向时生效。币安行权价较粗时可能长时间无开仓机会。
                    </li>
                  </>
                ) : null}